+1,128.3%
PSX vs PAYX
+493.3%
+635.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.1% |
| 7D | +1.5% | -7.9% | +9.4% | +5.9% |
| 30D | +15.8% | -5.0% | +20.9% | +18.6% |
| 3M | +43.0% | +15.1% | +27.9% | +31.3% |
| 6M | +61.1% | +23.9% | +37.2% | +41.1% |
| YTD | +104.5% | +6.2% | +98.4% | +94.1% |
| 1Y | +102.5% | -9.6% | +112.2% | +109.5% |
| 3Y | +133.5% | +5.8% | +127.7% | +115.0% |
| 5Y | +367.0% | +22.0% | +345.0% | +279.8% |
| 10Y | +382.3% | +165.1% | +217.2% | +136.7% |
| All | +1,128.3% | +493.3% | +635.0% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PAYX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling